Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 260'000 | 260'000 | 254'380 | 254'380 | 155'992 CHF | 158'536 CHF | 100.00% | 100.00% |
19.11.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 260'000 | 260'000 | 258'179 | 258'179 | 154'216 CHF | 156'798 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 240'000 | 240'000 | 239'011 | 239'011 | 151'991 CHF | 154'381 CHF | 100.00% | 100.00% |
15.11.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 240'000 | 240'000 | 239'963 | 239'963 | 153'309 CHF | 155'708 CHF | 100.00% | 100.00% |
14.11.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 260'000 | 260'000 | 258'928 | 258'928 | 155'554 CHF | 158'143 CHF | 100.00% | 100.00% |
13.11.2024 | 1.63% | 0.59 CHF | 0.60 CHF | 260'000 | 260'000 | 251'871 | 251'871 | 153'615 CHF | 156'134 CHF | 100.00% | 100.00% |
12.11.2024 | 1.57% | 0.60 CHF | 0.61 CHF | 260'000 | 260'000 | 241'479 | 241'479 | 152'296 CHF | 154'710 CHF | 100.00% | 100.00% |
11.11.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 169'230 CHF | 171'620 CHF | 99.92% | 99.92% |
08.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 240'000 | 240'000 | 238'997 | 238'997 | 161'150 CHF | 163'540 CHF | 98.76% | 98.76% |
07.11.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 240'000 | 240'000 | 239'010 | 239'010 | 179'308 CHF | 181'698 CHF | 100.00% | 100.00% |